+70.1%
HCMT vs SPY
+83.2%
-13.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | +0.5% |
| 7D | +2.2% | +0.5% | +1.7% | +1.3% |
| 30D | -1.8% | -0.9% | -0.8% | -0.1% |
| 3M | +2.4% | +3.9% | -1.5% | -3.3% |
| 6M | +13.3% | +14.5% | -1.2% | -8.9% |
| YTD | +7.7% | +12.9% | -5.2% | -10.9% |
| 1Y | +18.6% | +19.4% | -0.8% | -10.1% |
| 3Y | +67.2% | +78.5% | -11.2% | -31.5% |
| All | +70.1% | +83.2% | -13.1% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling